Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2018/2018-05/read-me.html
Appendix A: Data Sources
31 Dec 2001
RDP
2001-04
Derivatives and other securities that are unable to be allocated by currency are omitted.
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
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Appendix 3: Tests for Serial Correlation and Heteroskedasticity
1 Jul 1991
RDP
9105
The partial derivatives of g (denoted. ) with respect to each of the parameters b are calculated and evaluated at the parameter estimates.
https://www.rba.gov.au/publications/rdp/1991/9105/appendix-3.html
Introduction
31 Dec 2000
RDP
2000-01
In examining the empirical evidence, we concentrate on the stock and foreign exchange markets, though much of the discussion is relevant to other asset markets, such as the bond and derivatives
https://www.rba.gov.au/publications/rdp/2000/2000-01/introduction.html
Measuring Credit Losses
31 Dec 2015
RDP
2015-06
Assets valued in different ways, for example at fair value, and assets that are not loans, for example derivative contracts, can also be affected by credit risk.
https://www.rba.gov.au/publications/rdp/2015/2015-06/mea-cre-losses.html
Appendix C: Derivation of Results
31 Dec 2012
RDP
2012-03
The Hessian matrix of second derivatives of π. i. A. is diagonal with entries N. ... ij. and P. ik. only. Talking the partial derivative of J with respect to P.
https://www.rba.gov.au/publications/rdp/2012/2012-03/appendix-c.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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References
1 May 2000
RDP
2000-03
Ito T (1992), The Japanese Economy, MIT Press, Cambridge. Japan Fair Trade Commission, Research on Derivative Deposits, various issues.
https://www.rba.gov.au/publications/rdp/2000/2000-03/references.html
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Appendix D: Seller Reserve Prices
31 Dec 2014
RDP
2014-09
i. conditional on. A5: The derivative. exists for all s S.
https://www.rba.gov.au/publications/rdp/2014/2014-09/appendix-d.html
Appendix A: First-order Conditions for the Nonlinear Model
1 Sep 1998
RDP
9812
The derivative of U with respect to C. t. is:. ... then we have the derivatives of utility U with respect to C.
https://www.rba.gov.au/publications/rdp/1998/1998-12/appendix-a.html